Keybot the Quant is long but obviously on the ragged edge now. The algo is teetering on the verge of going short, but not yet. Volatility jumped higher today, watch VIX 18.35, price is now above 18.35 contributing to market negativity. The quant is also tracking SOX 391 which would likely seal the deal for bears. JJC 43.70 and UTIL 467.35 remain important as well. The week is off to a wild start. A market turn may be imminent.
9/9/12; 7:00 PM EST =
9/7/12; 9:00 AM EST =
9/4/12; 9:30 AM EST = +62; signal line is +62 but algorithm says stay long
9/2/12; 7:00 PM EST EOM = +76; signal line is +61
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